ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 14-Dec-2016

Day Change Summary
	Previous	Current
	13-Dec-2016	14-Dec-2016	Change	Change %	Previous Week
Open	124-280	124-285	0-005	0.0%	125-195
High	125-025	125-050	0-025	0.1%	125-245
Low	124-190	123-235	-0-275	-0.7%	124-210
Close	124-215	124-050	-0-165	-0.4%	124-255
Range	0-155	1-135	0-300	193.6%	1-035
ATR	0-212	0-229	0-017	8.2%	0-000
Volume	3,337	7,771	4,434	132.9%	114,375

Daily Pivots for day following 14-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	128-197	127-258	124-300
R3	127-062	126-123	124-175
R2	125-247	125-247	124-133
R1	124-308	124-308	124-092	124-210
PP	124-112	124-112	124-112	124-063
S1	123-173	123-173	124-008	123-075
S2	122-297	122-297	123-287
S3	121-162	122-038	123-245
S4	120-027	120-223	123-120

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	128-128	127-227	125-130
R3	127-093	126-192	125-033
R2	126-058	126-058	125-000
R1	125-157	125-157	124-288	125-090
PP	125-023	125-023	125-023	124-310
S1	124-122	124-122	124-222	124-055
S2	123-308	123-308	124-190
S3	122-273	123-087	124-157
S4	121-238	122-052	124-060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-195	123-235	1-280	1.5%	0-243	0.6%	23%	False	True	8,876
10	125-245	123-235	2-010	1.6%	0-222	0.6%	21%	False	True	26,635
20	126-245	123-235	3-010	2.4%	0-222	0.6%	14%	False	True	908,403
40	131-000	123-235	7-085	5.9%	0-219	0.6%	6%	False	True	1,179,347
60	131-235	123-235	8-000	6.4%	0-194	0.5%	5%	False	True	1,151,797
80	131-235	123-235	8-000	6.4%	0-191	0.5%	5%	False	True	1,138,444
100	132-055	123-235	8-140	6.8%	0-191	0.5%	5%	False	True	913,665
120	133-095	123-235	9-180	7.7%	0-182	0.5%	4%	False	True	761,506

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-045
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	131-064
2.618	128-281
1.618	127-146
1.000	126-185
0.618	126-011
HIGH	125-050
0.618	124-196
0.500	124-143
0.382	124-089
LOW	123-235
0.618	122-274
1.000	122-100
1.618	121-139
2.618	120-004
4.250	117-221

Fisher Pivots for day following 14-Dec-2016
Pivot	1 day	3 day
R1	124-143	124-143
PP	124-112	124-112
S1	124-081	124-081

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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